+7,256.1%
QLD vs AXON
+4,594.0%
+2,662.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -9.8% | -2.9% | -9.0% |
| 7D | -18.6% | -12.7% | -5.9% | -14.0% |
| 30D | -28.3% | -8.6% | -19.7% | -25.8% |
| 3M | -20.4% | -37.2% | +16.8% | -6.9% |
| 6M | -14.3% | +0.5% | -14.8% | -18.3% |
| YTD | +2.8% | -32.6% | +35.4% | +11.3% |
| 1Y | -1.2% | -40.2% | +39.0% | +11.9% |
| 3Y | +135.3% | +76.1% | +59.2% | +61.9% |
| 5Y | +62.6% | +109.5% | -46.9% | +2.0% |
| 10Y | +1,384.3% | +1,640.5% | -256.2% | +278.1% |
| All | +7,256.1% | +4,594.0% | +2,662.1% | +696.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AXON wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling